-46.5%
COMP vs REPL
-28.6%
-17.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +5.5% |
| 7D | +14.5% | +14.2% | +0.3% | +13.7% |
| 30D | +14.9% | +65.9% | -51.0% | +11.4% |
| 3M | -14.2% | +84.6% | -98.8% | -17.5% |
| 6M | +23.7% | +446.9% | -423.2% | +4.5% |
| YTD | +2.1% | +129.0% | -126.9% | -12.3% |
| 1Y | +26.2% | +167.9% | -141.7% | +6.8% |
| 3Y | +470.9% | +93.9% | +377.0% | +239.3% |
| 5Y | -14.0% | -33.0% | +18.9% | -37.2% |
| All | -46.5% | -28.6% | -17.9% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling